+54.7%
AMT vs DBX
+20.1%
+34.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.4% | -0.7% |
| 7D | -0.2% | -2.4% | +2.2% | +0.2% |
| 30D | +4.6% | -0.5% | +5.1% | +4.6% |
| 3M | -8.4% | +28.1% | -36.5% | -11.9% |
| 6M | -6.0% | +33.1% | -39.1% | -10.5% |
| YTD | +2.1% | +25.3% | -23.2% | -2.0% |
| 1Y | -6.4% | +18.3% | -24.7% | -9.6% |
| 3Y | +8.1% | +25.0% | -17.0% | +1.3% |
| 5Y | -31.9% | +7.5% | -39.5% | -36.0% |
| All | +54.7% | +20.1% | +34.6% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DBX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling